Schwab Total Stock Fund Market Value
| SWTSX Fund | USD 101.80 0.71 0.70% |
| Symbol | Schwab |
Schwab Total 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Schwab Total's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Schwab Total.
| 10/30/2023 |
| 11/23/2024 |
If you would invest 0.00 in Schwab Total on October 30, 2023 and sell it all today you would earn a total of 0.00 from holding Schwab Total Stock or generate 0.0% return on investment in Schwab Total over 390 days. Schwab Total is related to or competes with Us Real, Commonwealth Real, Jhancock Real, Dunham Real, Deutsche Real, and Columbia Real. The fund generally invests at least 80 percent of its net assets in these stocks typically, the actual percentage is con... More
Schwab Total Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Schwab Total's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Schwab Total Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8396 | |||
| Information Ratio | (0.03) | |||
| Maximum Drawdown | 4.12 | |||
| Value At Risk | (1.30) | |||
| Potential Upside | 1.1 |
Schwab Total Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Schwab Total's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Schwab Total's standard deviation. In reality, there are many statistical measures that can use Schwab Total historical prices to predict the future Schwab Total's volatility.| Risk Adjusted Performance | 0.1024 | |||
| Jensen Alpha | 0.1016 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | (2.56) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Schwab Total's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Schwab Total Stock Backtested Returns
At this stage we consider Schwab Mutual Fund to be very steady. Schwab Total Stock owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Schwab Total Stock, which you can use to evaluate the volatility of the fund. Please validate Schwab Total's Semi Deviation of 0.6678, risk adjusted performance of 0.1024, and Coefficient Of Variation of 752.81 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%. The entity has a beta of -0.0379, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Schwab Total are expected to decrease at a much lower rate. During the bear market, Schwab Total is likely to outperform the market.
Auto-correlation | 0.79 |
Good predictability
Schwab Total Stock has good predictability. Overlapping area represents the amount of predictability between Schwab Total time series from 30th of October 2023 to 12th of May 2024 and 12th of May 2024 to 23rd of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Schwab Total Stock price movement. The serial correlation of 0.79 indicates that around 79.0% of current Schwab Total price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.79 | |
| Spearman Rank Test | 0.8 | |
| Residual Average | 0.0 | |
| Price Variance | 14.2 |
Schwab Total Stock lagged returns against current returns
Autocorrelation, which is Schwab Total mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Schwab Total's mutual fund expected returns. We can calculate the autocorrelation of Schwab Total returns to help us make a trade decision. For example, suppose you find that Schwab Total has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Schwab Total regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Schwab Total mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Schwab Total mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Schwab Total mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Schwab Total Lagged Returns
When evaluating Schwab Total's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Schwab Total mutual fund have on its future price. Schwab Total autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Schwab Total autocorrelation shows the relationship between Schwab Total mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Schwab Total Stock.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Schwab Mutual Fund
Schwab Total financial ratios help investors to determine whether Schwab Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Schwab with respect to the benefits of owning Schwab Total security.
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